Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594190.0114 | 496256.4008 | 97933.6106 | 826710.7909 | 771145.9252 | 55564.8658 |
Total P&L (%) | 594.19 | 496.2564 | 97.9336 | 826.7108 | 771.1459 | 55.5649 |
Avg Daily Profit (%) | 0.2582 | 0.2156 | 0.0425 | 0.0968 | 0.0941 | 0.0192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149463 | -168861 | -112127 | -567665 | -342120 | -482126 |
Profit Factor | 1.9995 | 2.3796 | 1.4172 | 1.4825 | 1.824 | 1.0715 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 39.5062 | 37.5 | 41.4634 | 39.5062 | 37.5 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.0618 | 3.966 | 2.0007 | 2.2701 | 3.04 | 1.5127 |
Largest Winning Trade | 215600 | 215600 | 51348 | 409759 | 409759 | 172679 |
Largest Losing Trade | -43573 | -43573 | -29591 | -134018 | -113745 | -134018 |
Avg Bars in Trades | 77 | 87 | 68 | 77 | 87 | 68 |
Avg Bars in Winners | 115 | 132 | 100 | 115 | 132 | 100 |
Avg Bars in Losers | 53 | 60 | 46 | 53 | 60 | 46 |
Bars Traded | 6312 | 3503 | 2810 | 6312 | 3503 | 2810 |
Profit Streak | 198.6391 | 213.9724 | 198.6391 | 198.6391 | 213.9724 | 198.6391 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6637 | 303455 | -136470 | -80011 | -67332 | -311281 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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